{
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  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# ROC\n",
    "* Receiver Operation Characteristic Curve\n",
    "* 描述TPR和FPR之间的关系\n",
    "\n",
    "### $TPR(True\\ Positive\\ Rate)=Recall=\\frac{TP}{TP+FN}$\n",
    "预测为1, 并且预测对了的数量占真实值为1的比例\n",
    "### $FPR(False\\ Positive\\ Rate)=\\frac{FP}{TN+FP}$\n",
    "预测为1, 可惜预测错了的数量占真实值为0的比例"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import matplotlib.pyplot as plt"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "from sklearn import datasets\n",
    "\n",
    "digits = datasets.load_digits()\n",
    "X = digits.data\n",
    "y = digits.target.copy()\n",
    "\n",
    "y[digits.target==9] = 1\n",
    "y[digits.target!=9] = 0"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "from sklearn.model_selection import train_test_split\n",
    "\n",
    "X_train,X_test, y_train,y_test = train_test_split(X,y, random_state=666)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "from sklearn.linear_model import LogisticRegression\n",
    "\n",
    "log_reg = LogisticRegression()\n",
    "log_reg.fit(X_train, y_train)\n",
    "decision_scores = log_reg.decision_function(X_test)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "ename": "NameError",
     "evalue": "name 'np' is not defined",
     "output_type": "error",
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mNameError\u001b[0m                                 Traceback (most recent call last)",
      "\u001b[1;32m<ipython-input-6-55ad4d61f147>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m()\u001b[0m\n\u001b[0;32m      6\u001b[0m \u001b[1;32mfor\u001b[0m \u001b[0mthreshold\u001b[0m \u001b[1;32min\u001b[0m \u001b[0mthresholds\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m      7\u001b[0m     \u001b[0my_predict\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mnp\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0marray\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mdecision_scores\u001b[0m\u001b[1;33m>=\u001b[0m\u001b[0mthreshold\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mdtype\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;34m'int'\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m----> 8\u001b[1;33m     \u001b[0mfprs\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mappend\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mFPR\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_test\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0my_predict\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m      9\u001b[0m     \u001b[0mtprs\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mappend\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mTPR\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_test\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0my_predict\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;32mE:\\Python project in E\\practice\\AI_Mechine_Learning入门_Muke\\c32_metrics.py\u001b[0m in \u001b[0;36mFPR\u001b[1;34m(y_true, y_predict)\u001b[0m\n\u001b[0;32m     58\u001b[0m     \u001b[1;32mexcept\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     59\u001b[0m         \u001b[1;32mreturn\u001b[0m \u001b[1;36m0.0\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m---> 60\u001b[1;33m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m     61\u001b[0m \u001b[1;32mdef\u001b[0m \u001b[0mFPR\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_true\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0my_predict\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     62\u001b[0m     \u001b[0mfp\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mFP\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_true\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0my_predict\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;32mE:\\Python project in E\\practice\\AI_Mechine_Learning入门_Muke\\c32_metrics.py\u001b[0m in \u001b[0;36mFP\u001b[1;34m(y_true, y_predict)\u001b[0m\n\u001b[0;32m     13\u001b[0m     \u001b[1;32mreturn\u001b[0m \u001b[0mnp\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0msum\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_true\u001b[0m\u001b[1;33m==\u001b[0m\u001b[1;36m0\u001b[0m\u001b[1;33m)\u001b[0m \u001b[1;33m&\u001b[0m \u001b[1;33m(\u001b[0m\u001b[0my_predict\u001b[0m\u001b[1;33m==\u001b[0m\u001b[1;36m0\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     14\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m---> 15\u001b[1;33m \u001b[1;32mdef\u001b[0m \u001b[0mFP\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_true\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0my_predict\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m     16\u001b[0m     \u001b[1;32massert\u001b[0m \u001b[0mlen\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_true\u001b[0m\u001b[1;33m)\u001b[0m \u001b[1;33m==\u001b[0m \u001b[0mlen\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_predict\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     17\u001b[0m     \u001b[1;32mreturn\u001b[0m \u001b[0mnp\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0msum\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_true\u001b[0m\u001b[1;33m==\u001b[0m\u001b[1;36m0\u001b[0m\u001b[1;33m)\u001b[0m \u001b[1;33m&\u001b[0m \u001b[1;33m(\u001b[0m\u001b[0my_predict\u001b[0m\u001b[1;33m==\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;31mNameError\u001b[0m: name 'np' is not defined"
     ]
    }
   ],
   "source": [
    "from c32_metrics import TPR,FPR\n",
    "\n",
    "fprs = []\n",
    "tprs = []\n",
    "thresholds = np.arange(np.min(decision_scores), np.max(decision_scores), 0.1)\n",
    "for threshold in thresholds:\n",
    "    y_predict = np.array(decision_scores>=threshold, dtype='int')\n",
    "    fprs.append(FPR(y_test, y_predict))\n",
    "    tprs.append(TPR(y_test, y_predict))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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